+169.4%
ICE vs CLBK
+60.9%
+108.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.6% | +0.9% | +2.7% | +3.4% |
| 30D | +15.1% | +3.4% | +11.7% | +14.2% |
| 3M | +15.4% | -4.3% | +19.6% | +16.5% |
| 6M | +16.1% | +28.4% | -12.2% | +9.3% |
| YTD | +11.4% | +59.4% | -48.1% | -0.7% |
| 1Y | +18.5% | +64.8% | -46.4% | +4.7% |
| 3Y | +70.5% | +50.6% | +19.9% | +50.2% |
| 5Y | +40.9% | +28.3% | +12.6% | +24.2% |
| All | +169.4% | +60.9% | +108.5% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling